Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472467.8206 | 233925.6107 | 238542.2099 | 846637.3245 | 217497.0994 | 629140.2251 |
Total P&L (%) | 472.4678 | 233.9256 | 238.5422 | 846.6373 | 217.4971 | 629.1402 |
Avg Daily Profit (%) | 0.3174 | 0.1572 | 0.1603 | 0.1511 | 0.0776 | 0.1336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128979 | -152822 | -43177 | -1405767 | -717817 | -696180 |
Profit Factor | 2.0953 | 1.7944 | 2.7428 | 1.3457 | 1.1567 | 1.5929 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 37.0787 | 24.4444 | 50 | 37.0787 | 24.4444 | 50 |
Ratio Avg Win / Avg Loss | 3.5557 | 5.5463 | 2.7428 | 2.2836 | 3.5753 | 1.5929 |
Largest Winning Trade | 155442 | 155442 | 59778 | 880115 | 729311 | 880115 |
Largest Losing Trade | -23897 | -23897 | -11944 | -239669 | -239669 | -180852 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 47 | 60 | 41 | 47 | 60 | 41 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 2671 | 1387 | 1284 | 2671 | 1387 | 1284 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281570 | -21539 | 462645 | 155047 | -168501 | -10990 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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